Why my supervisor always asking where I live ?

Maybe to update records? Ask your supervisor 

Sounds a bit personal, for legal reasons should something happen to you at work then they will need this information to advise your loved ones or family. If they are just asking because they are nosy then it's none of their business unless you want to share that. Most people do. I wouldn't tell my colleagues my exact address but I would say an area or city.

Because you never tell him. If you told him, he wouldnt have to ask any more.